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Changes
in riskParityPortfolio version 0.2.2 (2021-05-31)
- Improved initial point + minor fixes to conform with R 4.0.
Changes
in riskParityPortfolio version 0.2.1 (2019-10-07)
- A new section “A practical example using FAANG price data” was added
to the vignette. This section is inspired by Tharsis Souza’s blog post
on risk parity:
https://towardsdatascience.com/ray-dalio-etf-900edfe64b05
Changes
in riskParityPortfolio version 0.2.0 (2019-08-31)
- Included the R/Finance 2019 slides as an additional vignette.
- Included the slides on risk parity portfolio from the Convex
Optimization course at the Hong Kong Univ. of Science and Technology
(HKUST) as an additional vignette.
- New plotting function implemented: barplotPortfolioRisk().
- General linear constraints now supported in the main function
riskParityPortfolio()
Changes
in riskParityPortfolio version 0.1.2 (2019-06-01)
- Fixed some VignetteBuilder issues with CRAN.
- Refactored stopping criteria. [commit 350f622]
- Fixed bug where stocks names were being tossed out by C++ functions.
[commit a02ffc4]
Changes
in riskParityPortfolio version 0.1.1 (2019-01-07)
- Revised vignette (fix name issue and include new section on
algorithm description).
- Revise the error control of riskParityPortfolio().
- Check feasibility in riskParityPortfolio().
- Improved tests.
Changes
in riskParityPortfolio version 0.1.0 (2018-12-15)
- Initial release is on CRAN.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.